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Applied Economics Volume 39, 2007 - Issue 5
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Original Articles

Autocorrelation, structural breaks and the predictive ability of dividend yield

An-Sing Chen National Chung Cheng University, TaiwanCorrespondence[email protected]
&
Tai-Wei Zhang Hsing Wu College, Taiwan
Pages 645-652 | Published online: 30 Oct 2009

Citations (5)

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Read on this site (1)

Jochen Lawrenz. (2013) Time-series properties of the dividend–price ratio with social dynamics. Applied Economics 45:5, pages 569-579.
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Articles from other publishers (4)

Ruey-Shii Chen & Tai-Wei Zhang. (2017) Dividend cuts and predictability. Journal of Economics and Finance 42:2, pages 249-267.
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Kuang-Fu Cheng & Tai-Wei Zhang. (2015) Does Dividend Yield Lose Predictive Ability? Evidence from the Bubbles Period . The Journal of Investing 24:2, pages 59-68.
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Kuang-Fu Cheng & Tai-Wei Zhang. (2015) Does Dividend Yield Lose Predictive Ability? Evidence from the Bubbles Period . The Journal of Investing, pages 150513054514008.
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David G. McMillan. (2014) Modelling Time-Variation in the Stock Return-Dividend Yield Predictive Equation. Financial Markets, Institutions & Instruments 23:5, pages 273-302.
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